Law Of The Iterated Logarithm


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What is Law of the iterated logarithm?

In probability theory, the law of the iterated logarithm describes the magnitude of the fluctuations of a random walk. The original statement of the law of the iterated logarithm is due to A. Ya. Khinchin (1924). Another statement was given by A. N. Kolmogorov in 1929.

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asymptotic theory (statisticshypothesispropositionstatementstatistical theoremstochastic processstochastic processetheoremtheorems in statistictheory


Gesetz des iterierten Logarithmus (de)Lei do logaritmo iterado (pt)Ley del logaritmo iterado (es)Loi du logarithme itéré (fr)Prawo iterowanego logarytmu (pl)Закон повторного логарифма (ru)重对数律 (zh)

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